Order Book Aggregator

This Python script aggregates real-time order book data for BTC/USD from three cryptocurrency exchanges — Coinbase Pro, Gemini, and Kraken — and calculates the cost to buy or sell a specified amount of Bitcoin.

🚀 Features

• Fetches live order book data from:
  • Coinbase Pro
  • Gemini
  • Kraken
• Merges and normalizes bids and asks across exchanges
• Calculates total price to:
  • 📈 Buy N BTC (by consuming asks)
  • 📉 Sell N BTC (by consuming bids)
• CLI flag to customize BTC quantity

🧪 Example Usage

python orderbook_aggregator.py --quantity 10